+176.6%
ADM vs SFM
+280.6%
-104.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +2.8% |
| 7D | +1.4% | -7.2% | +8.5% | +2.1% |
| 30D | +8.2% | -14.3% | +22.5% | +9.8% |
| 3M | +8.7% | -13.7% | +22.4% | +9.9% |
| 6M | +29.1% | -6.0% | +35.1% | +28.8% |
| YTD | +53.7% | -8.2% | +61.9% | +53.5% |
| 1Y | +43.2% | -46.2% | +89.5% | +51.7% |
| 3Y | +21.4% | +83.6% | -62.1% | +3.9% |
| 5Y | +67.1% | +212.7% | -145.6% | +28.2% |
| 10Y | +176.6% | +273.0% | -96.4% | +95.3% |
| All | +176.6% | +280.6% | -104.0% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling